Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 42472.6249 | -8311.4281 | 50784.053 | 34007.018 | -15630.0005 | 49637.0185 |
Total P&L (%) | 42.4726 | -8.3114 | 50.7841 | 34.007 | -15.63 | 49.637 |
Avg Daily Profit (%) | 0.1631 | -0.0319 | 0.195 | 0.1125 | -0.0652 | 0.1549 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65788 | -55356 | -15514 | -59459 | -50513 | -14241 |
Profit Factor | 1.2596 | 0.9135 | 1.7521 | 1.222 | 0.8328 | 1.8315 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 57.6087 | 54.3478 | 60.8696 | 57.6087 | 54.3478 | 60.8696 |
Ratio Avg Win / Avg Loss | 0.9269 | 0.7673 | 1.1264 | 0.8992 | 0.6995 | 1.1774 |
Largest Winning Trade | 17726 | 10471 | 17726 | 13722 | 7781 | 13722 |
Largest Losing Trade | -19418 | -19418 | -9010 | -22395 | -22395 | -7613 |
Avg Bars in Trades | 266 | 291 | 241 | 266 | 291 | 241 |
Avg Bars in Winners | 230 | 210 | 247 | 230 | 210 | 247 |
Avg Bars in Losers | 316 | 388 | 233 | 316 | 388 | 233 |
Bars Traded | 24547 | 13430 | 11117 | 24547 | 13430 | 11117 |
Profit Streak | 9.7779 | 11.3508 | 9.7779 | 9.7779 | 11.3508 | 9.7779 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 158965 | -580901 | 333349 | -46722 | -580901 | 323474 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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